+192.2%
APLD vs HUT
+106.5%
+85.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -6.1% | -8.6% | -11.3% |
| 7D | -27.0% | -30.8% | +3.8% | -11.6% |
| 30D | -44.1% | -50.2% | +6.1% | -18.8% |
| 3M | -52.6% | -50.5% | -2.1% | -31.3% |
| 6M | -64.5% | -42.9% | -21.5% | -53.5% |
| YTD | -42.2% | 0.0% | -42.2% | -43.1% |
| 1Y | -57.2% | -2.2% | -54.9% | -58.0% |
| 3Y | +159.5% | +289.4% | -129.9% | +9.4% |
| All | +192.2% | +106.5% | +85.6% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling